Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-13 0.323633 0.352859 0.384706 0.422198 0.465402 0.513965 0.573160
2025-07-20 0.291617 0.330143 0.374621 0.430446 0.499626 0.583920 0.696639
2025-07-27 0.265274 0.308526 0.360612 0.429226 0.519259 0.636494 0.806401
2025-08-03 0.247043 0.293695 0.351862 0.431698 0.541841 0.694204 0.932699
2025-08-10 0.226138 0.273064 0.333052 0.417908 0.539483 0.715777 1.009561
2025-08-17 0.207936 0.254181 0.314479 0.401874 0.531042 0.725955 1.069070
2025-08-24 0.197594 0.244683 0.307389 0.400692 0.543402 0.768657 1.191487
2025-08-31 0.192975 0.242357 0.309654 0.412775 0.576800 0.849768 1.404206
2025-09-07 0.185414 0.235373 0.304678 0.413333 0.591634 0.901500 1.574812
2025-09-14 0.177893 0.227918 0.298385 0.411103 0.601279 0.945126 1.741723
2025-09-21 0.171043 0.220978 0.292308 0.408532 0.609790 0.987718 1.920866
2025-09-28 0.163061 0.211970 0.282565 0.399197 0.605197 1.003571 2.038842
2025-10-05 0.159447 0.209297 0.282440 0.405994 0.631341 1.088942 2.388279
2025-10-12 0.155781 0.206324 0.281622 0.411494 0.655757 1.176193 2.796282
2025-10-19 0.150668 0.200911 0.276635 0.409353 0.665047 1.231263 3.136072
2025-10-26 0.146813 0.197196 0.274084 0.411211 0.682493 1.309955 3.624333
2025-11-02 0.140128 0.188860 0.263665 0.398188 0.667729 1.304596 3.766624
2025-11-09 0.133460 0.180311 0.252532 0.383179 0.647372 1.281386 3.819961
2025-11-16 0.129998 0.176593 0.249101 0.382043 0.656578 1.339588 4.314762
2025-11-23 0.129146 0.176884 0.252241 0.393276 0.694184 1.487171 5.476120
2025-11-30 0.126337 0.173961 0.249841 0.393788 0.707680 1.568266 6.383740
2025-12-07 0.123226 0.170435 0.246243 0.391710 0.714886 1.632112 7.298063
2025-12-14 0.120232 0.166987 0.242618 0.389316 0.721072 1.694819 8.355294